[PDF] Top 20 Online Network Analysis of Stock Markets

... problem of determining which communities develop in a stock market, how do those communities evolve over time, which stocks are most inuential and how is that inuence exerted over the remaining stocks ... See full document

... The analysis of the co-movement of stock market returns represents a key issue in finance as it has important practical implications for asset allocation and investment ...work of ... See full document

... framework of a Vector Autoregressive (VAR) model and propose a contagion test based on a causality measure applied at different ...Fourier analysis allow a decomposition of the covariance into ... See full document

... recent of these studies, Afonso et ...75% of the ...probability of companies without resorting to rating ...substitutes of the models used by the credit rating agencies, they have significant ... See full document

... volatility of the index rate of ...the stock index series are not I(1) and the first differences are not I(0), and so the main conclusions and results obtained with the traditional stationary tests ... See full document

... meta-analysis of past studies, but the final results still remain inconclusive (see, for example, Orlitzky, 2001; Margolis and Walsh, ...kind of economic indicators are considered ...degree of ... See full document

... existence of psychological barriers with respect to index ...pockets of predictability thus contradicting the random walk usually associated with efficient capital ...technical analysis strategies ... See full document

... signs of a sovereign debt crisis spread among European financial ...regulation of the markets by European Commission and European Central Bank created limitation to obtained great amount of ... See full document

... fundamental analysis for equities screening. This paper compares the performance of three soft-computing models, namely Multi- layer Perceptrons (MLP), Adaptive Neuro-Fuzzy Inference Systems (ANFIS) and ... See full document

... examples of early studies that have employed dividend-price ratios to test empirically the presence of rational bubbles in the stock ...evidence of rational bubbles in stock market ... See full document

... Shanghai Stock B Index are much higher than all other ...the stock market in China has been growing rapidly and was being speculated in an unpredictable ...the stock market in China. For example, ... See full document

... regions of a ...regions of the ...overlapping of actors in the subgroups (they can simultaneously belong to two or more of those subgroups) a certain degree of linkage exists between ... See full document

... event-study analysis to investigate the relationship between un- conventional monetary policy announcements by the ECB and corresponding stock returns in the EMU, furthermore, it also postulates a second ... See full document

... use of this tool was considered as relevant to study recognition heuristic, as search volume may be used as a proxy for investor ...compiled of the companies whose search volume increased the most, another ... See full document

... domain analysis is based on time waveform itself and may involve the computation of descriptive statistical features such as crest factor, peak, mean, peak-to-peak interval, root mean square, standard ... See full document

... stages of development, namely devel- oped and emerging countries, for the period ...sub-samples of approximately three years each, encompassing periods of crisis and stabilization in the ...our ... See full document

... the stock markets, is often used the delimitation of the shares in value and growth stocks, the first category corresponding to companies with a market price inferior to their real value while growth ... See full document

... bear markets than in rising ...discussion of Recognition Heuristics when applied to financial markets, as until now it is obvious the lack of consensus on the ...German markets, apart ... See full document

... independent of each other, as should happen under the null hypothesis of a random ...number of runs, that is, the successive price changes (or returns) with the same sign, in a sequence of ... See full document

... features of herding, while the empirical research only verifies the appearance of a “collective behaviour” on the ...capital markets evolution. Regarding the developed stock markets ... See full document